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Volume 6 - December 1990

Contents

Page 2 of 4

Articles

  • Interpretation of Graphs that Compare the Distribution Functions of Estimators

  • Brent R. Moulton
  • Published online by Cambridge University Press:
    11 February 2009, pp. 97-102

  • In this paper I examine graphical comparisons of one-dimensional (or marginal) distribution functions of alternative estimators. It is shown that areas under the c.d.f. (cumulative distribution function) curve can be given a decision-theoretic interpretation as risk under a bounded absolute-error loss function. I also show that by a simple rescaling of the graph's axes, graphical areas are created which can be interpreted as risk under bounded squared-error loss. The bounded loss functions are applied to compare graphically and numerically the risk of exact distributions of the limited-information maximum likelihood and two-stage least-squares estimators in a simultaneous equations model.

Book Reviews

Book Review

Obituary

  • Anthony Clement (Tony) Rayner 1938–1990

  • D.E.A. Giles
  • Published online by Cambridge University Press:
    11 February 2009, p. 403
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Book Reviews

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Page 2 of 4